com.marketfactory.mfapi.enterprise.api

Interface Session

All Known Subinterfaces:

InternalSession

public interface Session

Primary interface for client code to interact with a venue.

Not thread-safe.

Method Summary

Modifier and Type	Method and Description
void	disconnect() Disconnect immediately.
void	initiateLogon() Initiates a connection and full session synchronization.
void	initiateLogout(java.lang.String reason) Attempts to logout of either the venue or the MarketFactory gateway server; depending on the state.
void	sendApplicationMessageRequest(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.ApplicationMessageRequestEncoder> consumer)
void	sendExecutionAck(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.ExecutionAckEncoder> consumer)
void	sendExecutionReport(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.ExecutionReportEncoder> consumer)
void	sendLogoutResponseMessage(java.lang.String text)
void	sendMarketDataRequest(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.MarketDataRequestEncoder> consumer)
void	sendMassQuote(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.MassQuoteEncoder> consumer)
void	sendMultilegOrderCancelReplaceRequest(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.MultilegOrderCancelReplaceRequestEncoder> consumer)
void	sendNewOrderMultileg(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.NewOrderMultilegEncoder> consumer)
void	sendOrderCancelReject(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.OrderCancelRejectEncoder> consumer)
void	sendOrderCancelRequest(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.OrderCancelRequestEncoder> consumer)
void	sendOrderTimeout(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.OrderTimeoutEncoder> consumer)
void	sendQuote(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.QuoteEncoder> consumer)
void	sendQuoteCancel(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.QuoteCancelEncoder> consumer)
void	sendQuoteRequest(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.QuoteRequestEncoder> consumer) Sends the message.
void	sendQuoteResponse(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.QuoteResponseEncoder> consumer)
void	sendSequenceResetGapFillMessage(long startSeqNum, long targetSeqNum)
void	sendUserRequestMessage(com.marketfactory.protocol.sbe4.UserRequestType userRequestType, java.lang.String reason)

Method Detail

initiateLogon

void initiateLogon()
            throws MFRuntimeException

Initiates a connection and full session synchronization. Any issues with logging on will throw an MFRuntimeException with the details.

Throws:

MFRuntimeException - if initiateLogon cannot happen for whatever reason

initiateLogout

void initiateLogout(java.lang.String reason)

Attempts to logout of either the venue or the MarketFactory gateway server; depending on the state. If connected to the venue; this call will send a UserRequestEncoder message with UserRequestType.LogOffUser to logout of the venue. The server might reject the logout request if, for example, there are open orders. If only connected the MarketFactory server, this call will instead issue a LogoutEncoder message and wait for the server to respond with a LogoutResponseDecoder.

Parameters:

reason - reason for the logout

disconnect

void disconnect()

Disconnect immediately. Closes the connection - does not do an orderly logout.

sendQuoteRequest

void sendQuoteRequest(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.QuoteRequestEncoder> consumer)

Sends the message. Populates the header with necessary information like the timestamp and messageSeqNum. No checking is done at this point that the messageSeqNum is correct. The value provided will be used in the message.

Throws:

MFRuntimeException - if the send fails due to connectivity issues

sendQuoteResponse

void sendQuoteResponse(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.QuoteResponseEncoder> consumer)

sendQuote

void sendQuote(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.QuoteEncoder> consumer)

sendSequenceResetGapFillMessage

void sendSequenceResetGapFillMessage(long startSeqNum,
                                     long targetSeqNum)

sendLogoutResponseMessage

void sendLogoutResponseMessage(java.lang.String text)

sendUserRequestMessage

void sendUserRequestMessage(com.marketfactory.protocol.sbe4.UserRequestType userRequestType,
                            java.lang.String reason)

sendQuoteCancel

void sendQuoteCancel(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.QuoteCancelEncoder> consumer)

sendExecutionReport

void sendExecutionReport(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.ExecutionReportEncoder> consumer)

sendNewOrderMultileg

void sendNewOrderMultileg(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.NewOrderMultilegEncoder> consumer)

sendApplicationMessageRequest

void sendApplicationMessageRequest(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.ApplicationMessageRequestEncoder> consumer)

sendMarketDataRequest

void sendMarketDataRequest(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.MarketDataRequestEncoder> consumer)

sendMassQuote

void sendMassQuote(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.MassQuoteEncoder> consumer)

sendOrderCancelRequest

void sendOrderCancelRequest(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.OrderCancelRequestEncoder> consumer)

sendMultilegOrderCancelReplaceRequest

void sendMultilegOrderCancelReplaceRequest(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.MultilegOrderCancelReplaceRequestEncoder> consumer)

sendExecutionAck

void sendExecutionAck(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.ExecutionAckEncoder> consumer)

sendOrderTimeout

void sendOrderTimeout(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.OrderTimeoutEncoder> consumer)

sendOrderCancelReject

void sendOrderCancelReject(java.util.function.BiConsumer<java.lang.Long,com.marketfactory.protocol.sbe4.OrderCancelRejectEncoder> consumer)